PREVIEW / futures_5min / 2021-06-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-15.parquet
  size:    285 KB
  rows:    17,810

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-06-15 00:00:00	ES	Futures	4790.0	4790.84	4789.71	4789.71	278.0
2021-06-15 00:05:00	ES	Futures	4789.71	4790.28	4789.71	4790.28	243.0
2021-06-15 00:10:00	ES	Futures	4790.28	4790.56	4790.0	4790.56	174.0
2021-06-15 00:15:00	ES	Futures	4790.56	4790.84	4790.28	4790.84	200.0
2021-06-15 00:20:00	ES	Futures	4790.56	4790.84	4790.56	4790.84	189.0
2021-06-15 00:25:00	ES	Futures	4790.84	4790.84	4790.0	4790.28	222.0
2021-06-15 00:30:00	ES	Futures	4790.56	4790.56	4789.43	4790.0	335.0
2021-06-15 00:35:00	ES	Futures	4790.0	4790.0	4789.43	4789.71	201.0
2021-06-15 00:40:00	ES	Futures	4789.71	4790.0	4789.71	4790.0	129.0
2021-06-15 00:45:00	ES	Futures	4789.71	4790.56	4789.71	4790.28	281.0
2021-06-15 00:50:00	ES	Futures	4790.28	4790.28	4789.71	4790.0	79.0
2021-06-15 00:55:00	ES	Futures	4790.0	4790.28	4789.71	4790.28	73.0
2021-06-15 01:00:00	ES	Futures	4790.28	4790.84	4790.0	4790.56	308.0
2021-06-15 01:05:00	ES	Futures	4790.56	4790.84	4788.87	4789.15	400.0
2021-06-15 01:10:00	ES	Futures	4788.87	4789.71	4788.59	4789.71	513.0
2021-06-15 01:15:00	ES	Futures	4789.71	4790.0	4789.43	4789.71	235.0
2021-06-15 01:20:00	ES	Futures	4790.0	4790.0	4789.15	4790.0	297.0
2021-06-15 01:25:00	ES	Futures	4790.0	4790.0	4789.43	4789.71	253.0
2021-06-15 01:30:00	ES	Futures	4790.0	4790.56	4789.71	4789.71	670.0
2021-06-15 01:35:00	ES	Futures	4789.71	4790.0	4789.43	4789.71	362.0
2021-06-15 01:40:00	ES	Futures	4789.71	4789.71	4788.87	4789.71	371.0
2021-06-15 01:45:00	ES	Futures	4789.71	4790.0	4789.43	4790.0	382.0
2021-06-15 01:50:00	ES	Futures	4790.0	4790.84	4789.71	4790.56	378.0
2021-06-15 01:55:00	ES	Futures	4790.56	4791.97	4790.28	4791.68	868.0
2021-06-15 02:00:00	ES	Futures	4791.68	4791.68	4790.0	4790.84	592.0
2021-06-15 02:05:00	ES	Futures	4790.84	4790.84	4789.71	4790.0	358.0
2021-06-15 02:10:00	ES	Futures	4790.0	4790.28	4789.43	4789.43	399.0
2021-06-15 02:15:00	ES	Futures	4789.71	4790.84	4789.43	4790.0	595.0
2021-06-15 02:20:00	ES	Futures	4790.28	4791.97	4790.28	4791.4	665.0
2021-06-15 02:25:00	ES	Futures	4791.68	4795.35	4791.4	4794.78	2376.0
2021-06-15 02:30:00	ES	Futures	4794.78	4795.35	4793.37	4793.94	1326.0
2021-06-15 02:35:00	ES	Futures	4793.94	4794.22	4793.09	4793.37	638.0
2021-06-15 02:40:00	ES	Futures	4793.66	4793.94	4792.81	4793.94	486.0
2021-06-15 02:45:00	ES	Futures	4793.94	4795.35	4793.94	4794.5	1213.0
2021-06-15 02:50:00	ES	Futures	4794.5	4796.19	4794.5	4795.63	1230.0
2021-06-15 02:55:00	ES	Futures	4795.63	4795.63	4794.22	4794.22	981.0
2021-06-15 03:00:00	ES	Futures	4794.22	4795.06	4791.68	4793.66	3158.0
2021-06-15 03:05:00	ES	Futures	4793.66	4795.91	4793.66	4794.5	2258.0
2021-06-15 03:10:00	ES	Futures	4794.22	4794.5	4792.25	4792.25	1771.0
2021-06-15 03:15:00	ES	Futures	4792.25	4793.37	4790.84	4793.37	1575.0
2021-06-15 03:20:00	ES	Futures	4793.37	4794.22	4793.09	4793.09	1211.0
2021-06-15 03:25:00	ES	Futures	4793.09	4793.37	4791.4	4791.68	1165.0
2021-06-15 03:30:00	ES	Futures	4791.97	4792.53	4790.56	4791.68	2623.0
2021-06-15 03:35:00	ES	Futures	4791.68	4791.68	4790.84	4791.4	1004.0
2021-06-15 03:40:00	ES	Futures	4791.68	4791.97	4790.84	4790.84	806.0
2021-06-15 03:45:00	ES	Futures	4790.84	4792.81	4790.84	4792.25	1131.0
2021-06-15 03:50:00	ES	Futures	4792.53	4792.81	4791.12	4792.25	1603.0
2021-06-15 03:55:00	ES	Futures	4792.53	4792.53	4790.84	4791.12	756.0
2021-06-15 04:00:00	ES	Futures	4791.12	4791.12	4789.43	4789.43	1801.0
2021-06-15 04:05:00	ES	Futures	4789.43	4789.43	4788.02	4788.59	1643.0

> showing 50 of 17,810 rows — these rows as CSV

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